CME Australian Dollar Future December 2014


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 0.8440 0.8383 -0.0057 -0.7% 0.8657
High 0.8461 0.8425 -0.0036 -0.4% 0.8687
Low 0.8381 0.8350 -0.0031 -0.4% 0.8469
Close 0.8395 0.8376 -0.0019 -0.2% 0.8498
Range 0.0080 0.0075 -0.0005 -6.3% 0.0218
ATR 0.0101 0.0099 -0.0002 -1.8% 0.0000
Volume 104,308 104,860 552 0.5% 434,792
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8609 0.8567 0.8417
R3 0.8534 0.8492 0.8397
R2 0.8459 0.8459 0.8390
R1 0.8417 0.8417 0.8383 0.8401
PP 0.8384 0.8384 0.8384 0.8375
S1 0.8342 0.8342 0.8369 0.8326
S2 0.8309 0.8309 0.8362
S3 0.8234 0.8267 0.8355
S4 0.8159 0.8192 0.8335
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9205 0.9070 0.8618
R3 0.8987 0.8852 0.8558
R2 0.8769 0.8769 0.8538
R1 0.8634 0.8634 0.8518 0.8593
PP 0.8551 0.8551 0.8551 0.8531
S1 0.8416 0.8416 0.8478 0.8375
S2 0.8333 0.8333 0.8458
S3 0.8115 0.8198 0.8438
S4 0.7897 0.7980 0.8378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8606 0.8350 0.0256 3.1% 0.0102 1.2% 10% False True 111,982
10 0.8709 0.8350 0.0359 4.3% 0.0099 1.2% 7% False True 109,695
20 0.8778 0.8350 0.0428 5.1% 0.0098 1.2% 6% False True 105,310
40 0.8882 0.8350 0.0532 6.4% 0.0100 1.2% 5% False True 106,806
60 0.9156 0.8350 0.0806 9.6% 0.0099 1.2% 3% False True 115,288
80 0.9338 0.8350 0.0988 11.8% 0.0089 1.1% 3% False True 88,689
100 0.9364 0.8350 0.1014 12.1% 0.0080 1.0% 3% False True 71,005
120 0.9394 0.8350 0.1044 12.5% 0.0073 0.9% 2% False True 59,189
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8744
2.618 0.8621
1.618 0.8546
1.000 0.8500
0.618 0.8471
HIGH 0.8425
0.618 0.8396
0.500 0.8388
0.382 0.8379
LOW 0.8350
0.618 0.8304
1.000 0.8275
1.618 0.8229
2.618 0.8154
4.250 0.8031
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 0.8388 0.8443
PP 0.8384 0.8421
S1 0.8380 0.8398

These figures are updated between 7pm and 10pm EST after a trading day.

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